BPCE - 2019 RISK REPORT Pillar III

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

SCOPE OF APPLICATION

BPCE statutory scope

Prudential restatements

BPCE prudential scope

Liabilities at 12/31/2019 in millions of euros

Amount due to central banks Financial liabilities at fair value through profit or loss

201,776 19,984 95,832 46,546 30,324 15,068 239,341 76,653 559,713 9,090

(1,280)

200,496 19,987 95,832 46,548 29,015 15,068 240,124 74,804 561,835 9,114

O/w securities sold short •

3

O/w other liabilities issued for trading purposes •

O/w trading derivatives •

2

24

O/w security deposits received •

O/w financial liabilities designated at fair value through profit or loss •

(1,309)

Hedging derivatives

4

Debt securities

783

Amounts due to banks

(1,849)

Amounts due to customers

2,122

Revaluation differences on interest rate risk-hedged portfolios

238 788

238 704 977

Current tax liabilities Deferred tax liabilities

(84)

1,400

(423)

Accrued expenses and other liabilities

30,877

152

31,029

Liabilities associated with non-current assets held for sale

528

528

Liabilities related to insurance policies

110,697

(110,697)

Provisions

6,156

(111) (637)

6,045

Subordinated debt

17,487 69,909 26,740 38,972

16,850 69,918 26,740 38,981

Equity attributable to equity holders of the parent

9

Share capital and additional paid-in capital

Retained earnings

9

Gains and losses recognized directly in other comprehensive income

1,168 3,030 7,431

1,168 3,030 6,521

Net income for the period

Non-controlling interests

(910)

TOTAL

1,338,064

(112,925)

1,225,139

45

RISK REPORT PILLAR III 2019 | GROUPE BPCE